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- W583487262 abstract "In this paper, the existence of size and book-to-market effects in the Istanbul Stock Exchange (ISE) is investigated for the period between 1990-2002. In order to isolate the size and book-to-market effects from each other, similar to the method used by Fama-French (1993), specific portfolios are established on stocks sorted by both median size (market capitalization) and median book-toequity values. It is concluded that if we hold annually re-established sorted portfolios during the whole 12-year period, there exist a small-size and bookto- market effect in the ISE. But if we examine good and bad years of the ISE separately, we see that the size and book-to-market effects are valid mostly in the good times. There is a great asymmetry between up and down market conditions concerning size and book-to-market effects in the ISE. It seems that all sorted portfolios are alike when the market goes down, whereas they behave very differently when the market goes up." @default.
- W583487262 created "2016-06-24" @default.
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- W583487262 date "2006-01-01" @default.
- W583487262 modified "2023-09-27" @default.
- W583487262 title "Size and Book-to-Market Effects: Evidence from the Istanbul Stock Exchange (ISE)" @default.
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